init.d script for iptables-persistent on Debian/Ubuntu that also saves/loads IP sets.
I added checking for and saving IP sets. Sets are saved in the same place as other rules in a file named rules.ipset. Sets are only saved if they are defined, same with flushing and loading. Instead of checking to see if the module is loaded at load time, I just check for the rules.ipset file, since if that doesn't exist loading the module does't make sense. There might be better ways to do it, feel free to submit a pull request. This is just the way I made it work for me.
Added 10-ipset, which goes into /usr/share/netfilter-persistent/plugins.d/ to enable IP sets handling for the newer netfilter-presistent package on Debian Jessie.